quantmod
R package quantmod: Quantitative Financial Modelling Framework: Specify, build, trade, and analyse quantitative financial trading strategies
Keywords for this software
References in zbMATH (referenced in 15 articles )
Showing results 1 to 15 of 15.
Sorted by year (- Arsalane Chouaib Guidoum, Kamal Boukhetala: Performing Parallel Monte Carlo and Moment Equations Methods for Ito and Stratonovich Stochastic Differential Systems: R Package Sim.DiffProc (2020) not zbMATH
- Bertsimas, Dimitris; Cory-Wright, Ryan: On polyhedral and second-order cone decompositions of semidefinite optimization problems (2020)
- Lehtomaa, Jaakko; Resnick, Sidney I.: Asymptotic independence and support detection techniques for heavy-tailed multivariate data (2020)
- David Ardia; Kris Boudt; Leopoldo Catania: Generalized Autoregressive Score Models in R: The GAS Package (2019) not zbMATH
- Müller, Dominik; Czado, Claudia: Dependence modelling in ultra high dimensions with vine copulas and the graphical lasso (2019)
- Adam Rahman: sdpt3r: Semidefinite Quadratic Linear Programming in R (2018) not zbMATH
- Stübinger, Johannes; Endres, Sylvia: Pairs trading with a mean-reverting jump-diffusion model on high-frequency data (2018)
- Stübinger, Johannes; Mangold, Benedikt; Krauss, Christopher: Statistical arbitrage with vine copulas (2018)
- Fan, Jianqing; Yao, Qiwei: The elements of financial econometrics (2017)
- Michael Hahsler and Matthew Bolaños and John Forrest: Introduction to stream: An Extensible Framework for Data Stream Clustering Research with R (2017) not zbMATH
- Seward Lee: finreportr: Financial Data from U.S. Securities and Exchange Commission (2016) not zbMATH
- Arratia, Argimiro: Computational finance. An introductory course with R (2014)
- Gandrud, Christopher: Reproducible research with R and RStudio (2014)
- Tapiero, Oren J.: The relationship between risk and incomplete states uncertainty: a Tsallis entropy perspective (2013)
- Tsay, Ruey S.: An introduction to analysis of financial data with R. (2013)